Access Statistics for Venus Khim-Sen Liew

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Non-parametric Bootstrap Simulation Study in ESTAR (1) Model 0 0 1 299 0 0 9 1,467
A complementary test for ADF test with an application to the exchange rates returns 0 0 0 225 2 2 10 1,239
An Empirical Investigation of Purchasing Power Parity for a Transition Economy - Cambodia 0 0 1 31 0 0 2 95
Are Asian Real Exchange Rates Stationary? 0 0 4 408 0 3 15 1,009
Are Non-Linear Dynamics a Universal Occurrence? Further Evidence From Asian Stock Markets 0 0 0 191 0 1 14 575
CAUSAL RELATIONSHIPS BETWEEN EXCHANGE RATES AND STOCK PRICES IN MALAYSIA AND THAILAND DURING THE 1997 CURRENCY CRISIS TURMOIL 1 2 12 900 3 8 55 2,523
Calendar anomalies in the Malaysian stock market 0 2 7 342 6 9 24 1,054
Day-of-the-week effects in selected East Asian stock markets 0 3 10 187 2 6 26 540
Does Fisher hypothesis hold for the East Asian Economies? an application of panel unit root tests 0 0 3 57 1 5 14 154
Does Hysteresis in Unemployment Occur in OECD Countries? Evidence from Parametric and Non-Parametric Panel Unit Roots Tests 2 3 9 91 4 10 23 282
Early warning indicator of economic vulnerability 6 8 20 111 11 15 35 179
Effects of ARCH Errors on Autoregressive Lag Length Selection Criteria 0 0 0 0 0 1 2 325
Effects of STAR and TAR types nonlinearities on order selection criteria 0 0 0 209 2 2 2 722
Exchange Rate and Trade Balance Relationship: The Experience of ASEAN Countries 7 14 51 2,206 11 29 139 7,376
Exchange Rate – Relative Price Relationship: Nonlinear Evidence from Malaysia 0 0 3 276 0 1 21 1,199
Exchange Rate – Relative Price Relationship: Nonlinear Evidence from Malaysia 0 0 2 303 0 0 12 1,598
Exchange Rates Forecasting Model: An Alternative Estimation Procedure 0 0 1 1,657 1 3 12 4,349
Export-led Growth Hypothesis in Malaysia: An Application of Two- Stage Least Square Technique 2 5 14 1,199 4 11 37 3,249
Financial Development and Economic Growth in Malaysia: The Stock Market Perspective 6 12 48 3,002 20 34 160 10,708
Fisher hypothesis: East Asian evidence from panel unit root tests 1 2 3 98 2 5 8 214
Forecasting Performance of Logistic STAR Exchange Rate Model: The Original and Reparameterised Versions 0 0 2 419 0 2 11 1,341
Forecasting malaysian business cycle movement: empirical evidence from composite leading indicator 5 7 48 187 44 86 252 905
Forecasting performance of Logistic STAR exchange rate model: The original and reparameterised versions 0 0 2 97 0 2 15 531
GARCH Diagnosis with Portmanteau Bicorrelation Test: An Application on the Malaysia's Stock Market 0 0 10 475 1 4 37 1,492
How Well the Ringgit-Yen Rate Fits the Non-linear Smooth Transition Autoregressive and Linear Autoregressive Models 0 0 1 184 0 0 18 890
Income convergence: fresh evidence from the Nordic countries 0 0 3 47 0 3 8 142
Income convergence? Evidence of non-linearity in the East Asian Economies: A comment 1 1 2 90 1 2 10 261
International Diversification Benefits in ASEAN Stock Markets: a Revisit 0 0 3 573 1 1 7 2,152
Is Money Neutral In Stock Market? The Case of Malaysia 5 5 8 69 6 7 18 189
Linear and nonlinear monetary approaches to the exchange rate of the Philippines peso-Japanese yen 0 0 2 75 0 2 9 203
Linearity and stationarity of G7 government bond returns 0 0 1 15 0 0 10 79
Linearity and stationarity of South Asian real exchange rates 0 1 3 97 2 5 13 264
Long-run validity of purchasing power parity and rank tests for cointegration for Central Asian Countries 3 4 8 82 3 7 14 225
Macroeconomic Determinants of Direct Investment Abroad of Singapore 4 4 8 26 23 35 85 163
Monetary Model of Exchange Rate for Thailand: Long-run Relationship and Monetary Restrictions 5 5 17 196 10 15 44 509
Monetary exchange rate model: supportive evidence from nonlinear testing procedures 1 3 6 125 1 5 12 309
Nonlinear Mean Reversion in Real Exchange Rates: Evidence from the ASEAN-5 0 0 1 202 0 0 12 491
ON THE FORECASTABILITY OF ASEAN-5 STOCK MARKETS RETURNS USING TIME SERIES MODELS 0 1 1 482 0 3 8 1,086
On Autoregressive Order Selection Criteria 0 0 2 597 0 1 8 1,651
On Singaporean Dollar and Purchasing Power Parity 0 0 0 95 0 1 3 543
On Singaporean Dollar and Purchasing Power Parity 0 0 1 237 1 2 10 1,540
On Singaporean Dollar-U.S. Dollar and Purchasing Power Parity 0 1 2 270 1 3 15 1,858
On Singaporean Dollar-U.S. Dollar and Purchasing Power Parity 1 3 6 168 2 8 69 1,652
Purchasing Power Parity (PPP) in a Transition Economy - Cambodia: Empirical Evidence from Bilateral Exchange Rates 2 2 5 55 2 2 12 190
Purchasing power parity in Asian economies: further evidence from rank tests for cointegration 1 1 2 11 1 2 9 49
Real interest rate parity: evidence from East Asian economies relative to China 0 0 3 180 0 2 22 583
Real interest rates equalization: The case of Malaysia and Singapore 0 0 0 205 0 2 17 1,016
Revisiting the Performance of MACD and RSI Oscillators 4 4 8 24 4 5 26 66
Selected Macroeconomic Determinants of Foreign Direct Investment Outflow of Singapore 2 4 15 107 6 14 52 383
Selected Macroeconomic Determinants of Foreign Direct Investment Outflow of Singapore 2 2 18 93 5 11 66 303
Testing for Non-Linearity in ASEAN Financial Markets 0 0 0 275 0 5 10 711
Testing nonlinear convergence in Malaysia,1965-2003 0 0 1 62 0 1 10 162
The Performance of AICC as an Order Selection Criterion in ARMA Time Series Models 1 1 5 403 3 6 34 1,422
The Predictability of ASEAN-5 Exchange Rates 0 0 3 362 0 0 14 1,027
The Validity of PPP Revisited: An Application of Non-linear Unit Root Test 2 2 2 299 2 2 4 775
The real interest rate differential: international evidence based on nonlinear unit root tests 0 0 4 169 1 2 15 685
Time series modelling and forecasting of Sarawak black pepper price 1 2 7 161 3 6 54 803
Value Creation and Long Term Performance of Hong Kong Spinoffs 0 0 0 0 0 1 5 225
Weak-form Efficient Market Hypothesis, Behavioural Finance and Episodic Transient Dependencies: The Case of the Kuala Lumpur Stock Exchange 1 4 9 1,592 8 18 68 7,480
Total Working Papers 66 108 408 20,598 200 418 1,726 73,213


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An empirical investigation of purchasing power parity for a transition economy - Cambodia 1 2 6 68 1 4 17 210
Applied International Business Conference 2008 0 0 0 0 0 1 2 13
Are Asian real exchange rates stationary? 0 0 2 126 1 2 15 404
Are Sectoral Outputs in Pakistan Led by Energy Consumption? 3 5 12 75 5 12 33 186
Assessing the Forecastibility of ESTAR Model: Some Evidence from Ringgit/Yen Rate 0 0 0 0 0 0 9 280
Asymmetry dynamics in real exchange rates: New results on East Asian currencies 0 0 2 28 0 1 7 81
Autoregressive Lag Length Selection Criteria in the Presence of ARCH Errors 1 1 2 23 2 6 24 154
Day-of-the-week effects in Selected East Asian stock markets 0 2 4 16 1 7 19 66
Does Fisher Hypothesis Hold for the East Asian Economies? An Application of Panel Unit Root Tests 0 0 1 32 0 1 6 71
Does the US IT stock market dominate other IT stock markets: Evidence from multivariate GARCH model 0 0 0 3 1 3 14 54
Estimation of the Autoregressive Order in the Presence of Measurement Errors 0 0 1 7 1 2 8 29
Exchange Rate – Relative Price Nonlinear Cointegration Relationship in Malaysia 0 0 2 7 0 2 14 52
Forecasting Performance of Exponential Smooth Transition Autoregressive Exchange Rate Models 0 0 3 220 0 0 15 701
Impact of foreign direct investment volatility on economic growth of asean-5 countries 5 19 57 319 13 39 140 769
Income Divergence? Evidence of Non-linearity in the East Asian Economies 0 0 2 6 0 1 11 36
Income convergence: fresh evidence from the Nordic countries 0 0 1 15 0 1 5 66
India-ASEAN-5 Economic Integration: Impact of Liberalization 0 0 0 0 2 4 16 539
International Conference in Economics and Finance 2005 (ICEF 2005) 0 0 0 0 0 1 5 14
Is There Any International Diversification Benefits in ASEAN Stock Markets? 1 1 4 80 3 4 18 293
Is money neutral in stock market? The case of Malaysia 3 8 14 91 6 26 37 281
Is there a nonlinear long-run relation in the U.S. interest rate and inflation? 1 1 7 66 1 3 12 145
Linear and nonlinear monetary approaches to the exchange rate of the Philippines peso-Japanese yen 0 0 1 39 0 3 12 151
Linearity and Stationarity of South Asian Real Exchange Rates 0 0 0 0 0 0 4 106
Linearity and stationarity of G7 government bond returns 0 0 2 41 1 2 9 133
Long-run validity of purchasing power parity and rank tests for cointegration for Central Asian countries 0 0 2 23 0 1 4 91
MONEY DEMAND IN MALAYSIA: FURTHER EMPIRICAL EVIDENCE 0 0 0 7 0 6 49 660
Monetary Model of Exchange Rate for Thailand: Long-run Relationship and Monetary Restrictions 1 1 2 58 2 3 7 138
NEW EVIDENCE ON THE OUTPUT-INFLATION TRADE-OFF FROM ASEAN-5 ECONOMIES 0 0 0 0 2 3 5 241
Non-linearities in Real Interest Rate Parity: Evidence from OECD and Asian Developing Economies 0 0 3 20 0 1 12 83
Nonlinear Adjustment of ASEAN-5 Real Exchange Rates: Symmetrical or Asymmetrical? 0 0 1 7 0 2 10 42
Nonlinear Adjustment towards Purchasing Power Parity in ASEAN Exchange Rates 0 0 0 0 2 2 8 325
Nonlinear mean reversion in stock prices: evidence from Asian markets 0 0 0 86 2 3 10 301
On the application of the rank tests for nonlinear cointegration to PPP: The case of Papua New Guinea 0 1 7 41 0 2 16 114
Purchasing power parity in Asian economies: further evidence from rank tests for cointegration 0 0 0 30 0 0 8 144
Real Interest Rates Equalization: The Case of Malaysia and Singapore 0 0 0 4 1 2 9 325
Real interest rate parity in the ASEAN-5 countries: a nonlinear perspective 1 1 2 33 1 1 6 113
Revisiting Purchasing Power Parity for Central Asian Countries Using Threshold Cointegration Tests 1 3 6 106 1 6 19 267
Revisiting the Performance of MACD and RSI Oscillators 2 3 22 53 4 12 64 167
Statistical Inadequacy of GARCH Models for Asian Stock Markets 0 0 0 1 0 1 1 8
THE REAL INTEREST RATE DIFFERENTIAL: INTERNATIONAL EVIDENCE BASED ON NON-LINEAR UNIT ROOT TESTS 0 0 0 51 0 0 6 205
Testing rational expectations hypothesis in the manufacturing sector in Malaysia 1 2 6 16 4 6 16 49
The inadequacy of linear autoregressive model for real exchange rates: empirical evidence from Asian economies 0 0 1 133 0 1 7 593
Time series test of nonlinear convergence and transitional dynamics 0 0 2 57 2 5 17 170
Which Lag Length Selection Criteria Should We Employ? 24 54 166 397 81 218 786 1,813
Total Journal Articles 45 104 343 2,385 140 400 1,512 10,683


Statistics updated 2016-04-02